Measuring the instability of China's financial system: Indices construction and an early warning system
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- Sun, Lixin & Huang, Yuqin, 2016. "Measuring the instability of China's financial system: Indices construction and an early warning system," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-41.
- Sun, Lixin & Huang, Yuqin, 2013. "Measuring the Instability of China’s Financial System: Indices Construction and an Early Warning System," MPRA Paper 68497, University Library of Munich, Germany, revised 2014.
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Cited by:
- Ruoxi Zhang & Xue Li & Satish Chand, 2019. "An Early Warning Of An Impending Currency Crisis In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(05), pages 1101-1125, December.
- Ruoxi Zhang & Xue Li & Satish Chand, 2018. "An Early Warning Of An Impending Currency Crisis In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(05), pages 1101-1125, July.
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More about this item
Keywords
financial stress index; financial conditions index; China's financial system; leading indicators; early warning system;All these keywords.
JEL classification:
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2016-02-23 (Central Banking)
- NEP-CNA-2016-02-23 (China)
- NEP-MAC-2016-02-23 (Macroeconomics)
- NEP-TRA-2016-02-23 (Transition Economics)
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